SequentialSumOfSquares

As of Version 7.0, SequentialSumOfSquares has become a property of LinearModelFit.

SequentialSumOfSquares
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the model sum of squares partitioned componentwise.

DetailsDetails

  • To use SequentialSumOfSquares, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • SequentialSumOfSquares gives the component sums of squares as each nonconstant basis function is added sequentially to the model.
  • Sequential sums of squares are also referred to as type I sum of squares.